The Effectiveness of Predicting the Palestine Exchange Index Using the Artificial Neural Networks Model In Comparison with Autoregressive Model
Keywords:
Keywords, Forecasting, Artificial Neural Network Model, Autoregressive Model, Al-Quds Index, Palestine Exchange.Abstract
This study aimed atpredicting Al-Quds Index of Palestine Exchange (PEX) using Artificial Neural Network (ANN) in comparison with Autoregressive model (AR). To do so, daily data database is used covering the period from 3/1/2010 until 28/2/2018. The main finding of this study is that ANN model has better forecasting performance than AR model. Therefore, the study recommended using ANN to forecast Al-Quds Index of Palestine Stock Exchange.
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Published
2019-02-10
How to Cite
درويش د. م. ج. (2019). The Effectiveness of Predicting the Palestine Exchange Index Using the Artificial Neural Networks Model In Comparison with Autoregressive Model. Al-Quds Open University for Administrative & Economic Research & Studies, 3(10). Retrieved from https://journals.qou.edu/index.php/eqtsadia/article/view/2386
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الأبحاث
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